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Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide
Gabriele Galati,
Patrick C. Higgins
, Owen F. Humpage, William R. Melick
Year
2007
Venue
International Journal of Finance & Economics
Type
article
Citations
14
DOI
10.1002/ijfe.325
OpenAlex
W2120912815
Topics
Monetary Policy and Economic Impact
Exchange rate
Economics
Intervention (counseling)
Foreign exchange market
Variance (accounting)